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Lecture Notes 10: Change of Variables and Triple Integral Ruipeng Shen June 6, 2014 1 Change of Variable Theorem 1 (Change of Variables). Let D and D ? be elementary regions in R 2 and let T : D ? D be a C 1 , one-to-one map such that T(D ? )= D. For any integrable function f : D R, ZZ D f (x, y)dA = ZZ D ? f (x(u, v),y(u, v)) (x, y) (u, v) dA ? , where (x, y) (u, v) = det(DT)= ∂x/∂u ∂x/∂v ∂y/∂u ∂y/∂v = ∂x ∂u · ∂y ∂v - ∂x ∂v · ∂y ∂u . is called the Jacobian of T. Example 2 (Polar Coordinates). Let T(r, θ)=(r cos θ,r sin θ) be the mapping that defines the polar coordinates. This is a one-to-one map from [r 1 ,r 2 ] × [θ 1 2 ] to its image if 0 <r 1 <r 2 and 0 θ 1 2 < 2π. Its Jacobian is r. Definition 3 (Affine Maps). A map T : R 2 R 2 defined by T u v = a 11 a 12 a 21 a 22 u v + b 1 b 2 is called an affine map. If b 1 = b 2 =0, it is also called a linear map. Example 4. Calculate the Jacobian of an affine map. Theorem 5. Let Tu = Au + b be an affine map and det(A) 6=0. Then (a) T is one-to-one. (b) T maps lines to lines, parallel lines to parallel lines. (c) T maps a parallelogram to a parallelogram. (d) Its inverse T -1 u = A -1 u - A -1 b is another affine map. Example 6. Let F be an affine map and D ? = [0, 1] × [0, 1], f = C. Check theorem 1. Example 7. Find the integral RR D (x +y) 4 (x -y) 4 dA, here D is the square {(x, y): |x| +|y|≤ 1}. Example 8. Let B(0,R)= {(x, y)|x 2 + y 2 R 2 }, calculate RR B(0,R) e -x 2 -y 2 dA. Example 9. Find the area of the region bounded by the x-axis, y-axis and the spiral c(t)= (e t cos t, e t sin t) with t [0,π/2]. 1

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  • Lecture Notes 10: Change of Variables and Triple Integral

    Ruipeng Shen

    June 6, 2014

    1 Change of Variable

    Theorem 1 (Change of Variables). Let D and D? be elementary regions in R2 and let T : D? D be a C1, one-to-one map such that T(D?) = D. For any integrable function f : D R,

    D

    f(x, y)dA =

    D?

    f(x(u, v), y(u, v))

    (x, y)(u, v) dA?,

    where(x, y)

    (u, v)= det(DT) =

    x/u x/vy/u y/v = xu yv xv yu.

    is called the Jacobian of T.

    Example 2 (Polar Coordinates). Let T(r, ) = (r cos , r sin ) be the mapping that defines thepolar coordinates. This is a one-to-one map from [r1, r2] [1, 2] to its image if 0 < r1 < r2and 0 1 < 2 < 2pi. Its Jacobian is r.Definition 3 (Affine Maps). A map T : R2 R2 defined by

    T

    [uv

    ]=

    [a11 a12a21 a22

    ] [uv

    ]+

    [b1b2

    ]is called an affine map. If b1 = b2 = 0, it is also called a linear map.

    Example 4. Calculate the Jacobian of an affine map.

    Theorem 5. Let Tu = Au + b be an affine map and det(A) 6= 0. Then(a) T is one-to-one.

    (b) T maps lines to lines, parallel lines to parallel lines.

    (c) T maps a parallelogram to a parallelogram.

    (d) Its inverse T1u = A1uA1b is another affine map.Example 6. Let F be an affine map and D? = [0, 1] [0, 1], f = C. Check theorem 1.Example 7. Find the integral

    D

    (x+y)4(xy)4dA, here D is the square {(x, y) : |x|+|y| 1}.

    Example 8. Let B(0, R) = {(x, y)|x2 + y2 R2}, calculate B(0,R)

    ex2y2dA.

    Example 9. Find the area of the region bounded by the x-axis, y-axis and the spiral c(t) =(et cos t, et sin t) with t [0, pi/2].

    1

  • 2 Triple Integral

    Definition of triple integral over a rectangular box Similar to the double integral, theintegral is defined as the limit of Riemann sums.

    Theorem 10 (Fubinis theorem). Let f(x, y, z) be an integrable function defined on a rectangularbox W = [a1, b1] [a2, b2] [a3, b3]. Then

    W

    f(x, y, z)dV =

    b3a3

    ( b2a2

    ( b1a1

    f(x, y, z)dx

    )dy

    )dz.

    Furthermore, let D = [a1, b1] [a2, b2]W

    f(x, y, z)dV =

    D

    ( b3a3

    f(x, y, z)dz

    )dA.

    Example 11. Let W = [0, 1] [0, 2] [0, 3], calculate Wz2(2x+ y)dV

    Triple integral over a general region If f(x, y, z) is defined in a general region W , we canchoose a large rectangular box W1 so that W W1 and a new function

    F (x, y, z) =

    {f(x, y, z), (x, y, z) W ;0, (x, y, z) W1 \W.

    and define W

    f(x, y, z)dV =

    W1

    F (x, y, z)dV.

    Type 1 region Let the region W be given by

    W = {(x, y, z) R3 : (x, y) D R2, g1(x, y) z g2(x, y)}.Here D is an elementary region in R2; The functions g1(x, y) and g2(x, y) are continuously definedon D such that g1(x, y) g2(x, y) for each (x, y) D. Then we have

    W

    f(x, y, z)dV =

    D

    ( g2(x,y)g1(x,y)

    f(x, y, z)dz

    )dA.

    Example 12. Calculate the triple integral

    W2xdV . Here W is the tetrahedron in the first

    octant bounded by x+ y + z = 3.

    Theorem 13 (Change of Variables). Let W and W ? be elementary regions in R3 and let

    T = T(u, v, w) = (x(u, v, w), y(u, v, w), z(u, v, w)) : W ? Wbe a C1, one-to-one map such that T(W ?) = W . For any integrable function f : W R,

    W

    f(x, y, z)dV =

    W?

    f(x(u, v, w), y(u, v, w), z(u, v, w))

    (x, y, z)(u, v, w) dV ?,

    where

    (x, y, z)

    (u, v, w)= det(DT) =

    x/u x/v x/wy/u y/v y/wz/u z/v z/w

    is called the Jacobian of T.

    Example 14. Let W be the ball {(x, y, z)|x2 + y2 + z2 1}, find the integralW

    x2 + y2 + z2dV.

    Use the spherical coordinates (x, y, z) = ( sin cos , sin sin , cos)

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